+34.4%
JD vs KMX
-2.3%
+36.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -4.1% | +3.4% | -7.5% | -5.0% |
| 30D | +4.6% | +6.8% | -2.2% | +2.6% |
| 3M | -4.7% | -11.4% | +6.6% | -2.5% |
| 6M | -17.4% | +43.6% | -60.9% | -26.0% |
| YTD | +0.7% | +37.7% | -37.0% | -10.7% |
| 1Y | -5.9% | +53.0% | -58.9% | -19.3% |
| 3Y | +18.9% | -16.3% | +35.2% | +14.7% |
| 5Y | -62.9% | -64.2% | +1.3% | -55.3% |
| All | +34.4% | -2.3% | +36.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling